This sounds like debt collection, or perhaps we should say extortion dressed as collection. Could be the usual US lawbreaker or a fake collector from South Asia. Try to get a business name and share it with the readers. By federal law this name cannot be withheld.

On 800Notes in the ''Debt Collection Calls'' forum is a thread titled ''Fake payday loan collection scams - Please list new numbers here [2]''. My notes and advice on the payday loan collection thugs, updated Oct 2011, can be seen on the lead page.

The following will be useful if you have a US domestic collector calling:

official FTC guidance and staff opinions on the FDCPA, PDF copy of the Act

CFPB reiteration of the Fair Debt Collection Practices Act
 Aug 29th, 2012
A threatening phone call from a guy named Mike Love. He didn't say why he called but was saying I had to get in touch or he will file legal actions.
 Aug 24th, 2012